Add missing documentation to solver.h Change-Id: I86e7c4f1f6cc1e15d5eb2cf23e73c32d94d458c1
diff --git a/include/ceres/solver.h b/include/ceres/solver.h index 88358bc..b8be006 100644 --- a/include/ceres/solver.h +++ b/include/ceres/solver.h
@@ -160,8 +160,23 @@ // the inverse of the Hessian matrix. The rank of the // approximation determines (linearly) the space and time // complexity of using the approximation. Higher the rank, the - // better is the quality of the approximation. For more details, - // please see: + // better is the quality of the approximation. The increase in + // quality is however is bounded for a number of reasons. + // + // 1. The method only uses secant information and not actual + // derivatives. + // + // 2. The Hessian approximation is constrained to be positive + // definite. + // + // So increasing this rank to a large number will cost time and + // space complexity without the corresponding increase in solution + // quality. There are no hard and fast rules for choosing the + // maximum rank. The best choice usually requires some problem + // specific experimentation. + // + // For more theoretical and implementation details of the LBFGS + // method, please see: // // Nocedal, J. (1980). "Updating Quasi-Newton Matrices with // Limited Storage". Mathematics of Computation 35 (151): 773–782.